Controllability of Stochastic Game-Based Control Systems
DOI10.1137/18M120854X;zbMath1440.93039MaRDI QIDQ4972757
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Publication date: 27 November 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://epubs.siam.org/doi/pdf/10.1137/18M120854X
controllabilityNash equilibriumhierarchical structureforward-backward stochastic differential equationsgame-based control systemsnoncooperative stochastic differential games
Noncooperative games (91A10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Hierarchical systems (93A13) Stochastic games, stochastic differential games (91A15)
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